#region Namespaces
using System;
using System.IO;
using System.Linq;
#endregion

namespace ScriptCode
{
    /// <summary>
    /// Slippage scripts are used for simulating market slippage by setting the final execution price of each simulated order fill.
    ///  
    /// This script can be used in several ways:
    /// (1) It can be used to test the impact of various market conditions on a trading strategy's performance.
    /// (2) It can be used to manipulate the final execution price of each order fill.
    /// </summary>
    public partial class MySlippage : SlippageScriptBase // NEVER CHANGE THE CLASS NAME
    {
        #region Variables
        // The maximum number of ticks slippage per order.
		private int _maxTicks;
		// The random number generator.
		private Random _random;
        #endregion

        #region OnInitialize
        /// <summary>
        /// This function is used for accepting the script parameters and for initializing the script prior to all other function calls.
        /// Once the script is assigned to a desktop, its parameter values can be specified by the user and can be selected for optimization. 
        /// </summary>
        /// --------------------------------------------------------------------------------------------------
        /// PLEASE USE THE SCRIPT WIZARD (CTRL+W) TO ADD, EDIT AND REMOVE THE SCRIPT PARAMETERS
        /// --------------------------------------------------------------------------------------------------
        /// YOU MUST SET A PARAM TAG FOR EACH PARAMETER ACCEPTED BY THIS FUNCTION.
        /// ALL PARAM TAGS SHOULD BE SET IN THE 'OnInitialize' REGION, RIGHT ABOVE THE 'OnInitialize' FUNCTION.
        /// THE ORDER OF THE TAGS MUST MATCH THE ORDER OF THE ACTUAL PARAMETERS.

        /// REQUIRED ATTRIBUTES:
        /// (1) name: The exact parameter name.
        /// (2) type: The type of data to collect from the user: 
        /// Set to "Integer" when the data type is 'int'
        /// Set to "IntegerArray" when the data type is 'int[]'
        /// Set to "DateTime" when the data type is 'long'  
        /// Set to "DateTimeArray" when the data type is 'long[]'  
        /// Set to "Boolean" when the data type is 'bool'
        /// Set to "BooleanArray" when the data type is 'bool[]'
        /// Set to "Double" when the data type is 'double'
        /// Set to "DoubleArray" when the data type is 'double[]'
        /// Set to "String" when the data type is 'string'
        /// Set to "StringArray" when the data type is 'string[]'

        /// OPTIONAL ATTRIBUTES:
        /// (3) default: The default parameter value is only valid when the type is Integer, Boolean, Double, String or an API Type. 
        /// (4) min: The minimum parameter value is only valid when the type is Integer or Double.
        /// (5) max: The maximum parameter value is only valid when the type is Integer or Double.

        /// EXAMPLE: <param name="" type="" default="" min="" max="">Enter the parameter description here.</param>
        /// --------------------------------------------------------------------------------------------------
		/// <param name="maxTicks" type="Integer" default="1">The maximum number of ticks slippage per order.</param>        
		public void OnInitialize(
			 int maxTicks)
        {
            // Set the maximum slippage ticks.
			_maxTicks = maxTicks;
			// Create the random number generator.
			_random = new Random();
        }
        #endregion

        #region OnOrderFillSlippage
        /// <summary>
        /// This function is called on each new order fill in order to calculate its slippage.
        /// </summary>
        /// <param name="strategyNumber" type="Integer">The desktop strategy number to which the order belongs</param>
        /// <param name="orderIndex" type="Integer">The order index in the orders table to which the order fill belongs</param>
        /// <param name="orderFillIndex" type="Integer">The order fill index (0 being the first fill for the order, 1 being the next fill, etc.)</param>
        /// <param name="fillQuantity" type="Double">The quantity of the new order fill for the specified order</param>
        /// <param name="fillPrice" type="Double">The price of the new order fill for the specified order</param>
        /// <returns type="Double">The price of the order fill after slippage (return the specified price if there was no slippage).</returns> 
        public override double OnOrderFillSlippage(
            int strategyNumber,
            int orderIndex,
            int orderFillIndex,
            double fillQuantity,
            double fillPrice)
        {
            // Get the tick size of the order symbol.
			double symbolTickSize = SymbolTickSize(strategyNumber, OrderSymbolIndex(strategyNumber, orderIndex));
			// Get the order action type.
			C_ActionType orderActionType = OrderActionType(strategyNumber, orderIndex);
			// Get the random number of ticks.
			int ticks = _random.Next(0, _maxTicks + 1);

			// Check whether the order is a buy order.
			if (orderActionType == C_ActionType.BUY ||
				orderActionType == C_ActionType.BUY_TO_COVER)
			// Calculate the fixed order fill after the slippage.
				return fillPrice + ticks * symbolTickSize;

			// Check whether the order is a sell order.
			if (orderActionType == C_ActionType.SELL ||
				orderActionType == C_ActionType.SELL_SHORT)
			// Calculate the fixed order fill after the slippage.
				return fillPrice - ticks * symbolTickSize;

			// Return the original fill price.
			return fillPrice;
        }
        #endregion

        #region OnShutdown
        /// <summary>
        /// This function is called when the script is shutdown.
        /// </summary>
        public override void OnShutdown()
        {
            // OnShutdown Content
        }
        #endregion
    }
}